Anic Equity¶

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Total return since start: 0.621 %¶

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Equity now: -----------------------------> 49504.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45443.64 Kr¶

PnL: ---------------------------------------> 387.64 Kr¶

DD now: ---------------------------------> -6.806 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:07:39.297555'

Anic Portfolio¶

Today¶

Return: 1.292 %¶

This Week¶

Return: 0.409 %¶

Total portfolio value¶

Return including deposits: 62.066 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.790000 1674.000000 205.000000 13.960000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.340000 2166.300000 123.300000 6.040000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.940000 990.000000 55.000000 5.880000 935.000000
JM 6 3.350000 907.200000 43.200000 5.000000 864.000000
Sagax B 4 3.410000 896.400000 42.400000 4.960000 854.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.780000 833.600000 41.600000 5.250000 792.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 2.530000 992.640000 25.640000 2.650000 966.999996
BioGaia B 8 1.630000 949.600000 19.600000 2.110000 930.000000
Bilia A 8 2.130000 919.200000 19.200000 2.130000 900.000000
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
Byggmax Group 33 0.280000 955.680000 -0.320000 -0.030000 956.000001
EQT 4 0.430000 831.600000 -0.400000 -0.050000 832.000000
OX2 13 0.830000 948.350000 -1.650000 -0.170000 949.999999
ASSA ABLOY B 3 -0.620000 771.000000 -8.000000 -1.030000 779.000001
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Alimak Group 11 -0.360000 914.100000 -13.900000 -1.500000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.280000 910.750000 -29.250000 -3.110000 940.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Latour B 4 -0.050000 817.600000 -39.400000 -4.600000 857.000000
Addnode Group B 11 -2.260000 881.100000 -39.900000 -4.330000 921.000003
Indutrade 5 1.460000 1178.000000 -40.000000 -3.280000 1218.000000
Hexagon B 26 0.420000 3404.700000 -56.300000 -1.630000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.420000 1038.000000 -71.000000 -6.400000 1109.000001
BHG Group 97 1.790000 1379.340000 -79.660000 -5.460000 1458.999989
TOTAL 45443.640000 387.640000 -6.80624% 45056.000411

Updated:¶

'2023-07-04 13:07:56.208150'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶